%dXt = sigma(t)dW 
%sigma(t)=OU
clear all
% index J for X
alphaK=20; betaK=15; 
% time T
T = 1/2;
% time mesh 
num=50; tspan = linspace(0,T,num+1);
%sigma
sig=sigmahandle; a=1;b=1;m=1;sig0=1;
s  =mihandle;
%options = odeset('AbsTol',1e-12,'RelTol',1e-6);
options = [];
row=(betaK+1)*(alphaK+1); X0=zeros(row,1); 
% solver of X
disp('solving X')
tic
[time,X] = ode45(@randucoudw,tspan,X0,options,T,a,b,m,sig0,alphaK,betaK,sig,s);
toc
varitest(time,X.*X,T,'uncorrelated','oudt',num)